ive been flying with nothing but a mouse&keyboard for 5 years now. (with a short-lived 2 months using a wireless logitech stick) and its starting to get old, i heard some of the players on here use console controllers and have decided to try that out, but i need some help setting it up

i have a ps3 controller.
when i plug the usb cord from my ps3 into the computer(With the controller plugged in aswell) it poped up saying it was succesfully downloaded, but the controllers lights are still blinking like its searching for a connection, did i do something wrong or does it just do this, but still work?
when using it in-game. does the game auto-set keys for the controller? or do you have to go in and set them 1 by 1?
when i unplug the controller from the computer, to plug back into my ps3, will i have to redownload and reset the controls for aceshigh to thwe controller every time i plug it back into the computer?
any other help,suggestions would be very helpful
